Well-Posedness of the Shooting Algorithm for State Constrained Optimal Control Problems with a Single Constraint and Control

This paper deals with the shooting algorithm for optimal control problems with a scalar control and a regular scalar state constraint. Additional conditions are displayed, under which the so-called alternative formulation is equivalent to Pontryagin’s minimum principle. The shooting algorithm appears to be well-posed (invertible Jacobian), iff (i) the no-gap second order sufficient optimality condition holds, and (ii) when the constraint is of order q ≥ 3, there is no boundary arc. Stability and sensitivity results without strict complementarity at touch points are derived using Robinson’s strong regularity theory, under a minimal second-order sufficient condition. The directional derivatives of the control and state are obtained as solutions of a linear quadratic problem.